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About this book
This book deals with Random Walk Methods for solving multidimensional boundary value problems. Monte Carlo algorithms are constructed for three classes of problems: (1) potential theory, (2) elasticity, and (3) diffusion. Some of the advantages of our new methods as compared to conventional numerical methods are that they cater for stochasticities in the boundary value problems and complicated shapes of the boundaries.
Keywords
- Boundary value problems
- Diffusion processes
- Diffusionsprozesse
- Integral equations
- Integralgleichungen
- Monte Carlo Algorithmen
- Monte Carlo algorithms
- Neumann series
- Neumann-Reihen
- Random Walk
- Randwertprobleme
- complexity
Bibliographic Information
Book Title: Monte Carlo Methods
Book Subtitle: in Boundary Value Problems
Authors: Karl K. Sabelfeld
Series Title: Scientific Computation
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1991
Softcover ISBN: 978-3-642-75979-6Published: 13 December 2011
Series ISSN: 1434-8322
Series E-ISSN: 2198-2589
Edition Number: 1
Number of Pages: XII, 283